Estimation Of Disequilibrium Models

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Estimation Of Disequilibrium Models

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Author : Hans-Jürg Büttler
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-08

Estimation Of Disequilibrium Models written by Hans-Jürg Büttler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-08 with Business & Economics categories.

This monograph grew out of a project which was sponsored by the Swiss National Foundation ("Schweizerischer Nationalfonds") under grant no. 4. 636-0. 83. 09. Yithin this project, prediction-oriented estimation methods for the canonical econometric disequilibrium model were developed. The present monograph deals with the application of these estimation techniques to three aggregative markets of the Swiss economy. Parts of the monograph have been presented at various places: the estimation techniques described in chapter 3 at the European Meeting of the Econometric Society, Madrid 1984; the application to residential investment described in chapter 4 at a symposium on housing policy at the University of Mannheim, 1984; the empirical study on the money stock described in chapter 5 at the Symposium on Money, Banking and Insurance held at the University of Karlsruhe, 1984, as well as at a joint seminar of the University of Basle and the Bank for International Settlements (BIS), 1985; and, finally, the empirical study on the aggregate labor market described in chapter 6 at a seminar of the University of ZUrich, 1985. Comments from toe seminar participants, in particular from Palle S. Andersen (BIS) who served as a discussant, Pascal Bridel (Swiss National Bank, SNB), Franz Ettlin (SNB), and Kurt Schiltknecht (Nordfinanz-Bank, Zurich) are gratefully acknowledged, without implying any responsibility on their part. The methodological part described in chapters 2 and 3 is contributed by G. Frei and B.

Theory And Estimation Of Macroeconomic Rationing Models

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Author : H.R. Sneessens
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Theory And Estimation Of Macroeconomic Rationing Models written by H.R. Sneessens and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Introducing his book "The Theory of UnemPloyment Reconsidered", Professor Malinvaud expressed several years ago his hope "to convey [his] strong belief that the reconsideration is a major step in the development of our science". In view of the stimulating effect this approach has on economic research, it seems now that many economists do indeed share Malinvaud's belief and are ready to devote their time and their skill to ensure the realization of that progress. This book, grown out of a Ph. D. thesis presented at the Universit~ Catholique de Louvain, aims at contributing in its own way to that venture. Looking towards econometric applications, it illustrates that a framework h la Malinvaud (i. e. based on the theory of temporary equilibrium with rationing) provides the means of improving macro econometric modelling. There has been so far a wide and pervasive fear that, despite its analytical and theoretical usefulness, the quantity rationing approach would be much too complex to be successfully implemented into econometric models. The research the interested reader will discover in the subsequent pages should convince him that the difficulty faced by econometricians is essentially (I am tempted to say merely) one of developing an adequate methodology; it should thus disappear once is made the initial research investment. The empirical results presented towards the end of the book, though prelim inary, already suggests that the effort is rewarding and should be continued. My debts are many.

Disequilibrium Macroeconomic Models

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Author : Jean-Paul Lambert
language : en
Publisher: CUP Archive
Release Date : 1988-05-26

Disequilibrium Macroeconomic Models written by Jean-Paul Lambert and has been published by CUP Archive this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-05-26 with Business & Economics categories.

Models Of Disequilibrium And Shortage In Centrally Planned Economies

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Author : C.M. Davis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Models Of Disequilibrium And Shortage In Centrally Planned Economies written by C.M. Davis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

The centrally planned economies (CPEs) of the Soviet Union and Eastern Europe have experienced severe imbalances in domestic and external markets over the past several decades. As a result, they have been chronically afflicted by problems such as excess demand, repressed inflation, deficits of commodities, queues, waiting lists, and forced savings. Economists have responded to these phenomena by developing appropriate theoretical and empirical models of CPEs. Of particular note have been the pioneering studies of Richard Portes on disequilibrium econometric models and Janos Kornai on the shortage economy. Each approach has attracted followers who have produced numerous, innovative macro- and microeconomic models of Poland, Czechoslovakia, the German Democratic Republic, Hungary, and the USSR. These models have proved to be of considerable value in the analysis of the causes, consequences and remedies of disequilibrium phenomena. Inevitably, the new research has also generated controversies both between and within the schools of shortage and disequilibrium modelling, concerning the fundamental nature of the socialist economy, theoretical concepts and definitions, the specification of models, estimation techniques, interpretation of empirical findings, and policy recommend ations. Furthermore, the research effort has been energetic but incomplete, so many gaps exist in the field.

Equilibrium And Disequilibrium In Economic Theory

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Author : G. Schwödiauer
language : en
Publisher: Springer Science & Business Media
Release Date : 1977-12-31

Equilibrium And Disequilibrium In Economic Theory written by G. Schwödiauer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977-12-31 with Social Science categories.

This volume is the result of a conference held at the Institute for Advanced Studies, Vienna. There is still a gap reflected both in fundamental meth odological differences and in the style of analysis between the Walrasian (and Edgeworthian) tradition of general equilibrium theory and the theo retical and policy problems raised in the framework of Keynesian and post-Keynesian macroeconomics. The conference succeeded in bringing together economic theorists working in fields ranging from abstract prob lems of mathematical equilibrium analysis to applied macroeconomic theory, and it is hoped that the present volume will contribute to bridging the above-mentioned hiatus. As organizer of the meeting and editor of its proceedings I want to thank the Institute for Advanced Studies for providing facilities and funds. I am also sincerely grateful to all my colleagues from the Institute for their generous help, in particular to Mrs Monika Herkner without whose assistance and organizational talent the conference would certainly not have been the success it in fact - in the opinion of all participants - turned out to have been. Furthermore, I wish to express my gratitude towards all participants in the meeting and contributors to the volume whose patient support of the whole enterprise proved indispensable. To Mrs Elfriede Auracher I am deeply indebted for her skillful and effective general management of the editorial work and her invaluable assistance in compiling the indexes.

Analysis Of Panels And Limited Dependent Variable Models

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Author : Cheng Hsiao
language : en
Publisher: Cambridge University Press
Release Date : 1999-07-29

Analysis Of Panels And Limited Dependent Variable Models written by Cheng Hsiao and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-07-29 with Business & Economics categories.

This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

The Collected Essays Of Richard E Quandt

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Author : Richard E. Quandt
language : en
Publisher: Edward Elgar Publishing
Release Date : 1992-01-01

The Collected Essays Of Richard E Quandt written by Richard E. Quandt and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-01-01 with Business & Economics categories.

Professor Richard Quandt has made a major contribution to the development of economics in the 20th century. The range and significance of his work has long required a collection of his essays which will allow his contribution to be assessed as a whole. Despite an early interest in microeconomic theory, Richard Quandt has devoted most of his career to econometrics and, in particular, modal split estimation. More recently his work has focused on the econometrics of disequilibrium models with reference to both free market and planned economies. As well as outlining his many articles in microtheory, general econometrics, disequilibrium modeling, financial economics and the economics of planned economies, this collection should have a particular value for all scholars interested in the emergence of the new economies in Eastern Europe, a subject to which Professor Quandt has applied himself in recent years. This book includes an introduction by Professor Quandt describing his early life in Budapest and the circumstances which led him to study economics in America.

Specification Estimation And Analysis Of Macroeconometric Models

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Author : Ray C. Fair
language : en
Publisher: Harvard University Press
Release Date : 1984

Specification Estimation And Analysis Of Macroeconometric Models written by Ray C. Fair and has been published by Harvard University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Business & Economics categories.

This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.

The Estimation Of Macroeconomic Disequilibrium Models With Regime Classification Information

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Author : Glenn D. Rudebusch
language : en
Publisher: Springer
Release Date : 1987

The Estimation Of Macroeconomic Disequilibrium Models With Regime Classification Information written by Glenn D. Rudebusch and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Business & Economics categories.

Estimation In Disequilibrium Models With Aggregation

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Author : Richard E. Quandt
language : en
Publisher:
Release Date : 1986

Estimation In Disequilibrium Models With Aggregation written by Richard E. Quandt and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Equilibrium (Economics) categories.